Atalanta manager Gian Piero Gasperini blamed a "scandal" as his side were denied their first trophy since 1963 by Lazio in the Coppa Italia final.
Marten de Roon's shot hit the hands of defender Bastos but no VAR decision was given, before Sergej Milinkovic-Savic and Joaquin Correa scored.
"Are we meant to only use VAR when it's handy? It was a penalty and a red card," Gasperini said.
"This is a scandal! Tell me why it happened? Give me some justification."
The game was goalless when former Middlesbrough midfielder De Roon's shot was deflected on to the post by the hands of Bastos - who had already been booked.
Milinkovic-Savic came off the bench to head in the opener before forward Joaquin Correa ran clear to wrap it up in stoppage time.
Lazio will now play in next season's Europa League.
"This is very serious," Gasperini said. "That was going into the goal, it was clearly deflected. This incident is absolutely worthy of a VAR review.
"It might not have been seen by the referee, and indeed I didn't see it either, but the VAR? I want those officials in the booth to come here and explain to me what they saw.
"The only possible explanation is they had a blackout and couldn't see the screen. Either that or they just closed their eyes and looked the other way.
"Maybe we wouldn't have won anyway, but it's really ugly to see this. It's ugly. It shows no respect at all for the Atalanta supporters."
Fourth-placed Atalanta can still secure Champions League football for the first time if they win their last two games - against Juventus and Sassuolo.
But their chance of silverware is gone for another year as Lazio edged an ill-tempered game littered with bookings.
Seven-time winners Lazio last won the cup in 2013.
- 5MasielloBooked at 36mins
- 11FreulerBooked at 79mins
- 15de RoonSubstituted forPasalicat 85'minutes
- 21CastagneSubstituted forGosensat 85'minutes
- 91ZapataBooked at 41minsSubstituted forBarrowat 84'minutes
- 41Ibañez da Silva
- 78Del Prato
- 3Ramos Marchi
- 15Jacinto QuissangaBooked at 24minsSubstituted forRaduat 36'minutes
- 77MarusicBooked at 87mins
- 6LeivaBooked at 57mins
- 10Romero AlconchelSubstituted forMilinkovic-Savicat 79'minutes
- 19LulicBooked at 38mins
- 17ImmobileSubstituted forCaicedoat 67'minutes
- 4Gabarrón Gil
- 13Fortuna dos Santos
- 27Orestes Caldeira
- Luca Banti
- Shots on Target